NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 107.63 109.01 1.38 1.3% 109.03
High 109.14 109.80 0.66 0.6% 109.22
Low 107.41 108.77 1.36 1.3% 106.71
Close 109.10 109.80 0.70 0.6% 109.10
Range 1.73 1.03 -0.70 -40.5% 2.51
ATR 1.57 1.53 -0.04 -2.5% 0.00
Volume 16,214 9,550 -6,664 -41.1% 56,513
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.55 112.20 110.37
R3 111.52 111.17 110.08
R2 110.49 110.49 109.99
R1 110.14 110.14 109.89 110.32
PP 109.46 109.46 109.46 109.54
S1 109.11 109.11 109.71 109.29
S2 108.43 108.43 109.61
S3 107.40 108.08 109.52
S4 106.37 107.05 109.23
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 115.87 115.00 110.48
R3 113.36 112.49 109.79
R2 110.85 110.85 109.56
R1 109.98 109.98 109.33 110.42
PP 108.34 108.34 108.34 108.56
S1 107.47 107.47 108.87 107.91
S2 105.83 105.83 108.64
S3 103.32 104.96 108.41
S4 100.81 102.45 107.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.80 106.71 3.09 2.8% 1.39 1.3% 100% True False 11,256
10 109.80 106.28 3.52 3.2% 1.44 1.3% 100% True False 10,997
20 110.65 106.21 4.44 4.0% 1.59 1.4% 81% False False 10,915
40 110.65 97.89 12.76 11.6% 1.23 1.1% 93% False False 8,488
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 114.18
2.618 112.50
1.618 111.47
1.000 110.83
0.618 110.44
HIGH 109.80
0.618 109.41
0.500 109.29
0.382 109.16
LOW 108.77
0.618 108.13
1.000 107.74
1.618 107.10
2.618 106.07
4.250 104.39
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 109.63 109.29
PP 109.46 108.77
S1 109.29 108.26

These figures are updated between 7pm and 10pm EST after a trading day.

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